I tried all the steps above and none of them is solving the problem. There is one item I cannot remove by no means: Kaspersky System Extension. When I open it in Finder it takes me to:
/Library/SystemExtensions/AE6335F5-83A4-43CF-8E68-4A1CA0F6EF32/com.kaspersky.kav.sysext.systemextension
That folder cannot be deleted. It remains even after uninstalling everything. I cannot remove it in Terminal neither.